mylittleindicators 0.1.8

Multi-stream financial indicators library — 556 bar indicators + 21 event primitives across 35 categories. Consumes 27 stream kinds from digdigdig3 exchange connectors: OHLCV bars, ticks, orderbook (snapshot/delta/L3), funding/predicted funding/funding settlement, mark price, index price, open interest, liquidations, ticker, agg trades, long/short ratio, option greeks, volatility index, historical volatility, basis (derived), composite index, settlement events, block trades, insurance fund, risk limit, market warning, and three kline-family variants. Live-verified on 12 exchanges (89% pass-rate on a 150s BTC slice).
Documentation
pub mod average;
pub mod momentum;
pub mod zigzag;
pub mod volatility;
pub mod ratio;
pub mod bar_indicator_id;
pub mod instance_factory;
// pub mod box_factory;
pub mod divergence;
pub mod book;
pub mod volume;
pub mod clusters;
pub mod chaos;
pub mod entropy;
pub mod regression;
pub mod signal_processing;
pub mod kalman;
pub mod adaptive;
pub mod channels;
pub mod accumulation;
pub mod levels;
pub mod statistical_scoring;
pub mod trend;
pub mod trend_stop;
pub mod candles;
pub mod statistics;
pub mod position;
pub mod granularity;
pub mod indicator_value;
pub mod utils;
pub mod ohlcv_field;

pub mod order_book_consumer;
pub mod orderbook_delta_consumer;
pub mod funding_rate_consumer;
pub mod liquidation_consumer;
pub mod mark_price_consumer;
pub mod open_interest_consumer;
pub mod tick_consumer;
pub mod ticker_consumer;
pub mod hybrid_tick_book_consumer;

// New stream event consumer traits
pub mod agg_trade_consumer;
pub mod auction_event_consumer;
pub mod basis_consumer;
pub mod block_trade_consumer;
pub mod composite_index_consumer;
pub mod funding_settlement_consumer;
pub mod historical_volatility_consumer;
pub mod index_price_consumer;
pub mod insurance_fund_consumer;
pub mod long_short_ratio_consumer;
pub mod market_warning_consumer;
pub mod option_greeks_consumer;
pub mod orderbook_l3_consumer;
pub mod predicted_funding_consumer;
pub mod risk_limit_consumer;
pub mod settlement_event_consumer;
pub mod volatility_index_consumer;

pub mod tick_advanced;
pub mod liquidations;
pub mod sentiment;
pub mod book_advanced;
pub mod index_basis;
pub mod volatility_advanced;
pub mod greeks;
pub mod stress;
pub mod microstructure;
pub mod risk_funding;
pub mod open_interest;
pub mod funding_advanced;
pub mod mark_price_advanced;
pub mod composites;
pub mod ticker_advanced;

pub use indicator_value::{IndicatorValue, IndicatorValueKind};
pub use ohlcv_field::OhlcvField;
pub use order_book_consumer::OrderBookConsumer;
pub use orderbook_delta_consumer::OrderbookDeltaConsumer;
pub use funding_rate_consumer::FundingRateConsumer;
pub use liquidation_consumer::LiquidationConsumer;
pub use mark_price_consumer::MarkPriceConsumer;
pub use open_interest_consumer::OpenInterestConsumer;
pub use tick_consumer::TickConsumer;
pub use ticker_consumer::TickerConsumer;
pub use hybrid_tick_book_consumer::HybridTickBookConsumer;

// New stream event consumer trait re-exports
pub use agg_trade_consumer::AggTradeConsumer;
pub use auction_event_consumer::AuctionEventConsumer;
pub use basis_consumer::BasisConsumer;
pub use block_trade_consumer::BlockTradeConsumer;
pub use composite_index_consumer::CompositeIndexConsumer;
pub use funding_settlement_consumer::FundingSettlementConsumer;
pub use historical_volatility_consumer::HistoricalVolatilityConsumer;
pub use index_price_consumer::IndexPriceConsumer;
pub use insurance_fund_consumer::InsuranceFundConsumer;
pub use long_short_ratio_consumer::LongShortRatioConsumer;
pub use market_warning_consumer::MarketWarningConsumer;
pub use option_greeks_consumer::OptionGreeksConsumer;
pub use orderbook_l3_consumer::OrderbookL3Consumer;
pub use predicted_funding_consumer::PredictedFundingConsumer;
pub use risk_limit_consumer::RiskLimitConsumer;
pub use settlement_event_consumer::SettlementEventConsumer;
pub use volatility_index_consumer::VolatilityIndexConsumer;